Uses of Interface
com.opengamma.strata.market.curve.interpolator.CurveExtrapolator

Packages that use CurveExtrapolator

Package	Description
com.opengamma.strata.market.curve	Definitions of curves.
com.opengamma.strata.market.curve.interpolator	Interpolators for interpolating in one and two dimensions.
com.opengamma.strata.market.surface.interpolator	Interpolators for surfaces.
com.opengamma.strata.measure.fxopt	Calculation functions for FX option products.
com.opengamma.strata.pricer.capfloor	Calculators for Ibor cap-floor.
com.opengamma.strata.pricer.fxopt	Calculators for FX options.

Uses of CurveExtrapolator in com.opengamma.strata.market.curve

Methods in com.opengamma.strata.market.curve that return CurveExtrapolator

Modifier and Type	Method	Description
CurveExtrapolator	InterpolatedNodalCurve.getExtrapolatorLeft()	Gets the extrapolator for x-values on the left, defaulted to 'Flat".
CurveExtrapolator	InterpolatedNodalCurveDefinition.getExtrapolatorLeft()	Gets the extrapolator used to find points to the left of the leftmost point on the curve.
CurveExtrapolator	InterpolatedNodalCurve.getExtrapolatorRight()	Gets the extrapolator for x-values on the right, defaulted to 'Flat".
CurveExtrapolator	InterpolatedNodalCurveDefinition.getExtrapolatorRight()	Gets the extrapolator used to find points to the right of the rightmost point on the curve.

Methods in com.opengamma.strata.market.curve that return types with arguments of type CurveExtrapolator

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<CurveExtrapolator>	InterpolatedNodalCurve.Meta.extrapolatorLeft()	The meta-property for the extrapolatorLeft property.
org.joda.beans.MetaProperty<CurveExtrapolator>	InterpolatedNodalCurveDefinition.Meta.extrapolatorLeft()	The meta-property for the extrapolatorLeft property.
org.joda.beans.MetaProperty<CurveExtrapolator>	InterpolatedNodalCurve.Meta.extrapolatorRight()	The meta-property for the extrapolatorRight property.
org.joda.beans.MetaProperty<CurveExtrapolator>	InterpolatedNodalCurveDefinition.Meta.extrapolatorRight()	The meta-property for the extrapolatorRight property.

Methods in com.opengamma.strata.market.curve with parameters of type CurveExtrapolator

Modifier and Type	Method	Description
InterpolatedNodalCurve.Builder	InterpolatedNodalCurve.Builder.extrapolatorLeft(CurveExtrapolator extrapolatorLeft)	Sets the extrapolator for x-values on the left, defaulted to 'Flat".
InterpolatedNodalCurveDefinition.Builder	InterpolatedNodalCurveDefinition.Builder.extrapolatorLeft(CurveExtrapolator extrapolatorLeft)	Sets the extrapolator used to find points to the left of the leftmost point on the curve.
InterpolatedNodalCurve.Builder	InterpolatedNodalCurve.Builder.extrapolatorRight(CurveExtrapolator extrapolatorRight)	Sets the extrapolator for x-values on the right, defaulted to 'Flat".
InterpolatedNodalCurveDefinition.Builder	InterpolatedNodalCurveDefinition.Builder.extrapolatorRight(CurveExtrapolator extrapolatorRight)	Sets the extrapolator used to find points to the right of the rightmost point on the curve.
static HybridNodalCurve	HybridNodalCurve.of(CurveMetadata metadata, DoubleArray xValues, DoubleArray yValues, int spliceIndex, CurveInterpolator interpolatorLeft, CurveInterpolator interpolatorRight, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight)	Create a new hybrid nodal curve.
static InterpolatedNodalCurve	InterpolatedNodalCurve.of(CurveMetadata metadata, DoubleArray xValues, DoubleArray yValues, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight)	Creates an interpolated curve with metadata.

Uses of CurveExtrapolator in com.opengamma.strata.market.curve.interpolator

Fields in com.opengamma.strata.market.curve.interpolator declared as CurveExtrapolator

Modifier and Type	Field	Description
static CurveExtrapolator	CurveExtrapolators.DISCOUNT_FACTOR_LINEAR_RIGHT_ZERO_RATE	Discount factor linear right extrapolator for zeor rates.
static CurveExtrapolator	CurveExtrapolators.DISCOUNT_FACTOR_QUADRATIC_LEFT_ZERO_RATE	Discount factor quadratic left extrapolator for zero rates.
static CurveExtrapolator	CurveExtrapolators.EXCEPTION	Extrapolator that throws an exception if extrapolation is attempted.
static CurveExtrapolator	CurveExtrapolators.EXPONENTIAL	Exponential extrapolator.
static CurveExtrapolator	CurveExtrapolators.FLAT	Flat extrapolator.
static CurveExtrapolator	CurveExtrapolators.INTERPOLATOR	Interpolator extrapolator.
static CurveExtrapolator	CurveExtrapolators.LINEAR	Linear extrapolator.
static CurveExtrapolator	CurveExtrapolators.LOG_LINEAR	Log linear extrapolator.
static CurveExtrapolator	CurveExtrapolators.PRODUCT_LINEAR	Product linear extrapolator.
static CurveExtrapolator	CurveExtrapolators.QUADRATIC_LEFT	Quadratic left extrapolator.

Methods in com.opengamma.strata.market.curve.interpolator that return CurveExtrapolator

Modifier and Type	Method	Description
static CurveExtrapolator	CurveExtrapolator.of(String uniqueName)	Obtains an instance from the specified unique name.

Methods in com.opengamma.strata.market.curve.interpolator that return types with arguments of type CurveExtrapolator

Modifier and Type	Method	Description
static ExtendedEnum<CurveExtrapolator>	CurveExtrapolator.extendedEnum()	Gets the extended enum helper.

Methods in com.opengamma.strata.market.curve.interpolator with parameters of type CurveExtrapolator

Modifier and Type	Method	Description
default BoundCurveInterpolator	CurveInterpolator.bind(DoubleArray xValues, DoubleArray yValues, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight)	Binds this interpolator to a curve specifying the extrapolators to use.

Uses of CurveExtrapolator in com.opengamma.strata.market.surface.interpolator

Methods in com.opengamma.strata.market.surface.interpolator that return CurveExtrapolator

Modifier and Type	Method	Description
CurveExtrapolator	GridSurfaceInterpolator.getXExtrapolatorLeft()	Gets the x-value left extrapolator.
CurveExtrapolator	GridSurfaceInterpolator.getXExtrapolatorRight()	Gets the x-value right extrapolator.
CurveExtrapolator	GridSurfaceInterpolator.getYExtrapolatorLeft()	Gets the y-value left extrapolator.
CurveExtrapolator	GridSurfaceInterpolator.getYExtrapolatorRight()	Gets the y-value right extrapolator.

Methods in com.opengamma.strata.market.surface.interpolator that return types with arguments of type CurveExtrapolator

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<CurveExtrapolator>	GridSurfaceInterpolator.Meta.xExtrapolatorLeft()	The meta-property for the xExtrapolatorLeft property.
org.joda.beans.MetaProperty<CurveExtrapolator>	GridSurfaceInterpolator.Meta.xExtrapolatorRight()	The meta-property for the xExtrapolatorRight property.
org.joda.beans.MetaProperty<CurveExtrapolator>	GridSurfaceInterpolator.Meta.yExtrapolatorLeft()	The meta-property for the yExtrapolatorLeft property.
org.joda.beans.MetaProperty<CurveExtrapolator>	GridSurfaceInterpolator.Meta.yExtrapolatorRight()	The meta-property for the yExtrapolatorRight property.

Methods in com.opengamma.strata.market.surface.interpolator with parameters of type CurveExtrapolator

Modifier and Type	Method	Description
static GridSurfaceInterpolator	GridSurfaceInterpolator.of(CurveInterpolator xInterpolator, CurveExtrapolator xExtrapolatorLeft, CurveExtrapolator xExtrapolatorRight, CurveInterpolator yInterpolator, CurveExtrapolator yExtrapolatorLeft, CurveExtrapolator yExtrapolatorRight)	Obtains an instance from the specified interpolators and extrapolators.
static GridSurfaceInterpolator	GridSurfaceInterpolator.of(CurveInterpolator xInterpolator, CurveExtrapolator xExtrapolator, CurveInterpolator yInterpolator, CurveExtrapolator yExtrapolator)	Obtains an instance from the specified interpolators and extrapolators.

Uses of CurveExtrapolator in com.opengamma.strata.measure.fxopt

Methods in com.opengamma.strata.measure.fxopt that return CurveExtrapolator

Modifier and Type	Method	Description
CurveExtrapolator	BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.getStrikeExtrapolatorLeft()	Gets the left extrapolator used in the strike dimension.
CurveExtrapolator	BlackFxOptionSmileVolatilitiesSpecification.getStrikeExtrapolatorLeft()	Gets the left extrapolator used in the strike dimension.
CurveExtrapolator	BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.getStrikeExtrapolatorRight()	Gets the right extrapolator used in the strike dimension.
CurveExtrapolator	BlackFxOptionSmileVolatilitiesSpecification.getStrikeExtrapolatorRight()	Gets the right extrapolator used in the strike dimension.
CurveExtrapolator	BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.getTimeExtrapolatorLeft()	Gets the left extrapolator used in the time dimension.
CurveExtrapolator	BlackFxOptionSmileVolatilitiesSpecification.getTimeExtrapolatorLeft()	Gets the left extrapolator used in the time dimension.
CurveExtrapolator	BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.getTimeExtrapolatorRight()	Gets the right extrapolator used in the time dimension.
CurveExtrapolator	BlackFxOptionSmileVolatilitiesSpecification.getTimeExtrapolatorRight()	Gets the right extrapolator used in the time dimension.

Methods in com.opengamma.strata.measure.fxopt that return types with arguments of type CurveExtrapolator

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<CurveExtrapolator>	BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta.strikeExtrapolatorLeft()	The meta-property for the strikeExtrapolatorLeft property.
org.joda.beans.MetaProperty<CurveExtrapolator>	BlackFxOptionSmileVolatilitiesSpecification.Meta.strikeExtrapolatorLeft()	The meta-property for the strikeExtrapolatorLeft property.
org.joda.beans.MetaProperty<CurveExtrapolator>	BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta.strikeExtrapolatorRight()	The meta-property for the strikeExtrapolatorRight property.
org.joda.beans.MetaProperty<CurveExtrapolator>	BlackFxOptionSmileVolatilitiesSpecification.Meta.strikeExtrapolatorRight()	The meta-property for the strikeExtrapolatorRight property.
org.joda.beans.MetaProperty<CurveExtrapolator>	BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta.timeExtrapolatorLeft()	The meta-property for the timeExtrapolatorLeft property.
org.joda.beans.MetaProperty<CurveExtrapolator>	BlackFxOptionSmileVolatilitiesSpecification.Meta.timeExtrapolatorLeft()	The meta-property for the timeExtrapolatorLeft property.
org.joda.beans.MetaProperty<CurveExtrapolator>	BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta.timeExtrapolatorRight()	The meta-property for the timeExtrapolatorRight property.
org.joda.beans.MetaProperty<CurveExtrapolator>	BlackFxOptionSmileVolatilitiesSpecification.Meta.timeExtrapolatorRight()	The meta-property for the timeExtrapolatorRight property.

Methods in com.opengamma.strata.measure.fxopt with parameters of type CurveExtrapolator

Modifier and Type	Method	Description
BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder	BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder.strikeExtrapolatorLeft(CurveExtrapolator strikeExtrapolatorLeft)	Sets the left extrapolator used in the strike dimension.
BlackFxOptionSmileVolatilitiesSpecification.Builder	BlackFxOptionSmileVolatilitiesSpecification.Builder.strikeExtrapolatorLeft(CurveExtrapolator strikeExtrapolatorLeft)	Sets the left extrapolator used in the strike dimension.
BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder	BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder.strikeExtrapolatorRight(CurveExtrapolator strikeExtrapolatorRight)	Sets the right extrapolator used in the strike dimension.
BlackFxOptionSmileVolatilitiesSpecification.Builder	BlackFxOptionSmileVolatilitiesSpecification.Builder.strikeExtrapolatorRight(CurveExtrapolator strikeExtrapolatorRight)	Sets the right extrapolator used in the strike dimension.
BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder	BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder.timeExtrapolatorLeft(CurveExtrapolator timeExtrapolatorLeft)	Sets the left extrapolator used in the time dimension.
BlackFxOptionSmileVolatilitiesSpecification.Builder	BlackFxOptionSmileVolatilitiesSpecification.Builder.timeExtrapolatorLeft(CurveExtrapolator timeExtrapolatorLeft)	Sets the left extrapolator used in the time dimension.
BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder	BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder.timeExtrapolatorRight(CurveExtrapolator timeExtrapolatorRight)	Sets the right extrapolator used in the time dimension.
BlackFxOptionSmileVolatilitiesSpecification.Builder	BlackFxOptionSmileVolatilitiesSpecification.Builder.timeExtrapolatorRight(CurveExtrapolator timeExtrapolatorRight)	Sets the right extrapolator used in the time dimension.

Uses of CurveExtrapolator in com.opengamma.strata.pricer.capfloor

Methods in com.opengamma.strata.pricer.capfloor that return CurveExtrapolator

Modifier and Type	Method	Description
CurveExtrapolator	DirectIborCapletFloorletFlatVolatilityDefinition.getExtrapolatorLeft()	Gets the extrapolator for the caplet volatilities on the left.
CurveExtrapolator	SabrIborCapletFloorletVolatilityBootstrapDefinition.getExtrapolatorLeft()	Gets the left extrapolator for the SABR parameter curves.
CurveExtrapolator	SabrIborCapletFloorletVolatilityCalibrationDefinition.getExtrapolatorLeft()	Gets the left extrapolator for the SABR parameters.
CurveExtrapolator	DirectIborCapletFloorletFlatVolatilityDefinition.getExtrapolatorRight()	Gets the extrapolator for the caplet volatilities on the right.
CurveExtrapolator	SabrIborCapletFloorletVolatilityBootstrapDefinition.getExtrapolatorRight()	Gets the right extrapolator for the SABR parameter curves.
CurveExtrapolator	SabrIborCapletFloorletVolatilityCalibrationDefinition.getExtrapolatorRight()	Gets the right extrapolator for the SABR parameters.

Methods in com.opengamma.strata.pricer.capfloor that return types with arguments of type CurveExtrapolator

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<CurveExtrapolator>	DirectIborCapletFloorletFlatVolatilityDefinition.Meta.extrapolatorLeft()	The meta-property for the extrapolatorLeft property.
org.joda.beans.MetaProperty<CurveExtrapolator>	SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta.extrapolatorLeft()	The meta-property for the extrapolatorLeft property.
org.joda.beans.MetaProperty<CurveExtrapolator>	SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta.extrapolatorLeft()	The meta-property for the extrapolatorLeft property.
org.joda.beans.MetaProperty<CurveExtrapolator>	DirectIborCapletFloorletFlatVolatilityDefinition.Meta.extrapolatorRight()	The meta-property for the extrapolatorRight property.
org.joda.beans.MetaProperty<CurveExtrapolator>	SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta.extrapolatorRight()	The meta-property for the extrapolatorRight property.
org.joda.beans.MetaProperty<CurveExtrapolator>	SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta.extrapolatorRight()	The meta-property for the extrapolatorRight property.

Methods in com.opengamma.strata.pricer.capfloor with parameters of type CurveExtrapolator

Modifier and Type	Method	Description
DirectIborCapletFloorletFlatVolatilityDefinition.Builder	DirectIborCapletFloorletFlatVolatilityDefinition.Builder.extrapolatorLeft(CurveExtrapolator extrapolatorLeft)	Sets the extrapolator for the caplet volatilities on the left.
SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder	SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder.extrapolatorLeft(CurveExtrapolator extrapolatorLeft)	Sets the left extrapolator for the SABR parameter curves.
SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder	SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder.extrapolatorLeft(CurveExtrapolator extrapolatorLeft)	Sets the left extrapolator for the SABR parameters.
DirectIborCapletFloorletFlatVolatilityDefinition.Builder	DirectIborCapletFloorletFlatVolatilityDefinition.Builder.extrapolatorRight(CurveExtrapolator extrapolatorRight)	Sets the extrapolator for the caplet volatilities on the right.
SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder	SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder.extrapolatorRight(CurveExtrapolator extrapolatorRight)	Sets the right extrapolator for the SABR parameter curves.
SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder	SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder.extrapolatorRight(CurveExtrapolator extrapolatorRight)	Sets the right extrapolator for the SABR parameters.
static DirectIborCapletFloorletFlatVolatilityDefinition	DirectIborCapletFloorletFlatVolatilityDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double lambda, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight)	Obtains an instance.
static SabrIborCapletFloorletVolatilityBootstrapDefinition	SabrIborCapletFloorletVolatilityBootstrapDefinition.ofFixedBeta(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double beta, double shift, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with constant beta and shift.
static SabrIborCapletFloorletVolatilityBootstrapDefinition	SabrIborCapletFloorletVolatilityBootstrapDefinition.ofFixedBeta(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double beta, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with zero shift and constant beta.
static SabrIborCapletFloorletVolatilityCalibrationDefinition	SabrIborCapletFloorletVolatilityCalibrationDefinition.ofFixedBeta(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double beta, double shift, DoubleArray alphaCurveNodes, DoubleArray rhoCurveNodes, DoubleArray nuCurveNodes, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with fixed beta and nonzero shift.
static SabrIborCapletFloorletVolatilityCalibrationDefinition	SabrIborCapletFloorletVolatilityCalibrationDefinition.ofFixedBeta(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double shift, DoubleArray alphaCurveNodes, DoubleArray rhoCurveNodes, DoubleArray nuCurveNodes, DoubleArray initialParameters, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with fixed beta, nonzero shift and initial values.
static SabrIborCapletFloorletVolatilityCalibrationDefinition	SabrIborCapletFloorletVolatilityCalibrationDefinition.ofFixedBeta(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double beta, DoubleArray alphaCurveNodes, DoubleArray rhoCurveNodes, DoubleArray nuCurveNodes, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with fixed beta and zero shift.
static SabrIborCapletFloorletVolatilityCalibrationDefinition	SabrIborCapletFloorletVolatilityCalibrationDefinition.ofFixedBeta(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, DoubleArray alphaCurveNodes, DoubleArray rhoCurveNodes, DoubleArray nuCurveNodes, DoubleArray initialParameters, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with fixed beta, zero shift and initial values.
static SabrIborCapletFloorletVolatilityBootstrapDefinition	SabrIborCapletFloorletVolatilityBootstrapDefinition.ofFixedRho(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double rho, double shift, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with constant beta and shift.
static SabrIborCapletFloorletVolatilityBootstrapDefinition	SabrIborCapletFloorletVolatilityBootstrapDefinition.ofFixedRho(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double rho, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with zero shift and constant beta.
static SabrIborCapletFloorletVolatilityCalibrationDefinition	SabrIborCapletFloorletVolatilityCalibrationDefinition.ofFixedRho(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double rho, double shift, DoubleArray alphaCurveNodes, DoubleArray betaCurveNodes, DoubleArray nuCurveNodes, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with fixed rho and nonzero shift.
static SabrIborCapletFloorletVolatilityCalibrationDefinition	SabrIborCapletFloorletVolatilityCalibrationDefinition.ofFixedRho(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double shift, DoubleArray alphaCurveNodes, DoubleArray betaCurveNodes, DoubleArray nuCurveNodes, DoubleArray initialParameters, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with fixed rho, nonzero shift and initial values.
static SabrIborCapletFloorletVolatilityCalibrationDefinition	SabrIborCapletFloorletVolatilityCalibrationDefinition.ofFixedRho(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double rho, DoubleArray alphaCurveNodes, DoubleArray betaCurveNodes, DoubleArray nuCurveNodes, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with fixed rho and zero shift.
static SabrIborCapletFloorletVolatilityCalibrationDefinition	SabrIborCapletFloorletVolatilityCalibrationDefinition.ofFixedRho(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, DoubleArray alphaCurveNodes, DoubleArray betaCurveNodes, DoubleArray nuCurveNodes, DoubleArray initialParameters, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with fixed rho, zero shift and initial values.

Uses of CurveExtrapolator in com.opengamma.strata.pricer.fxopt

Methods in com.opengamma.strata.pricer.fxopt that return CurveExtrapolator

Modifier and Type	Method	Description
CurveExtrapolator	InterpolatedStrikeSmileDeltaTermStructure.getStrikeExtrapolatorLeft()	Gets the left extrapolator used in the strike dimension.
CurveExtrapolator	InterpolatedStrikeSmileDeltaTermStructure.getStrikeExtrapolatorRight()	Gets the right extrapolator used in the strike dimension.
CurveExtrapolator	InterpolatedStrikeSmileDeltaTermStructure.getTimeExtrapolatorLeft()	Gets the left extrapolator used in the time dimension.
CurveExtrapolator	InterpolatedStrikeSmileDeltaTermStructure.getTimeExtrapolatorRight()	Gets the right extrapolator used in the time dimension.

Methods in com.opengamma.strata.pricer.fxopt that return types with arguments of type CurveExtrapolator

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<CurveExtrapolator>	InterpolatedStrikeSmileDeltaTermStructure.Meta.strikeExtrapolatorLeft()	The meta-property for the strikeExtrapolatorLeft property.
org.joda.beans.MetaProperty<CurveExtrapolator>	InterpolatedStrikeSmileDeltaTermStructure.Meta.strikeExtrapolatorRight()	The meta-property for the strikeExtrapolatorRight property.
org.joda.beans.MetaProperty<CurveExtrapolator>	InterpolatedStrikeSmileDeltaTermStructure.Meta.timeExtrapolatorLeft()	The meta-property for the timeExtrapolatorLeft property.
org.joda.beans.MetaProperty<CurveExtrapolator>	InterpolatedStrikeSmileDeltaTermStructure.Meta.timeExtrapolatorRight()	The meta-property for the timeExtrapolatorRight property.

Methods in com.opengamma.strata.pricer.fxopt with parameters of type CurveExtrapolator

Modifier and Type	Method	Description
static InterpolatedStrikeSmileDeltaTermStructure	InterpolatedStrikeSmileDeltaTermStructure.of(DoubleArray expiries, DoubleArray delta, DoubleArray atm, DoubleMatrix riskReversal, DoubleMatrix strangle, DayCount dayCount, CurveInterpolator strikeInterpolator, CurveExtrapolator strikeExtrapolatorLeft, CurveExtrapolator strikeExtrapolatorRight)	Obtains volatility term structure from expiry times, delta values, ATM volatilities, risk reversal figures and strangle figures with strike interpolator and extrapolators specified.
static InterpolatedStrikeSmileDeltaTermStructure	InterpolatedStrikeSmileDeltaTermStructure.of(DoubleArray expiries, DoubleArray delta, DoubleArray atm, DoubleMatrix riskReversal, DoubleMatrix strangle, DayCount dayCount, CurveInterpolator timeInterpolator, CurveExtrapolator timeExtrapolatorLeft, CurveExtrapolator timeExtrapolatorRight, CurveInterpolator strikeInterpolator, CurveExtrapolator strikeExtrapolatorLeft, CurveExtrapolator strikeExtrapolatorRight)	Obtains volatility term structure from expiry times, delta values, ATM volatilities, risk reversal figures and strangle figures with interpolator and extrapolators fully specified.
static InterpolatedStrikeSmileDeltaTermStructure	InterpolatedStrikeSmileDeltaTermStructure.of(DoubleArray expiries, DoubleArray delta, DoubleMatrix volatility, DayCount dayCount, CurveInterpolator strikeInterpolator, CurveExtrapolator strikeExtrapolatorLeft, CurveExtrapolator strikeExtrapolatorRight)	Obtains volatility term structure from expiry times, delta values and volatilities with strike interpolator and extrapolators specified.
static InterpolatedStrikeSmileDeltaTermStructure	InterpolatedStrikeSmileDeltaTermStructure.of(DoubleArray expiries, DoubleArray delta, DoubleMatrix volatility, DayCount dayCount, CurveInterpolator timeInterpolator, CurveExtrapolator timeExtrapolatorLeft, CurveExtrapolator timeExtrapolatorRight, CurveInterpolator strikeInterpolator, CurveExtrapolator strikeExtrapolatorLeft, CurveExtrapolator strikeExtrapolatorRight)	Obtains volatility term structure from expiry times, delta values and volatilities with interpolator and extrapolators fully specified.
static InterpolatedStrikeSmileDeltaTermStructure	InterpolatedStrikeSmileDeltaTermStructure.of(List<SmileDeltaParameters> volatilityTerm, DayCount dayCount, CurveExtrapolator timeExtrapolatorLeft, CurveInterpolator timeInterpolator, CurveExtrapolator timeExtrapolatorRight, CurveExtrapolator strikeExtrapolatorLeft, CurveInterpolator strikeInterpolator, CurveExtrapolator strikeExtrapolatorRight)	Deprecated. Use variant with correct interpolator/extrapolator order
static InterpolatedStrikeSmileDeltaTermStructure	InterpolatedStrikeSmileDeltaTermStructure.of(List<SmileDeltaParameters> volatilityTerm, DayCount dayCount, CurveInterpolator strikeInterpolator, CurveExtrapolator strikeExtrapolatorLeft, CurveExtrapolator strikeExtrapolatorRight)	Obtains volatility term structure from a set of smile descriptions with strike interpolator and extrapolators specified.
static InterpolatedStrikeSmileDeltaTermStructure	InterpolatedStrikeSmileDeltaTermStructure.of(List<SmileDeltaParameters> volatilityTerm, DayCount dayCount, CurveInterpolator timeInterpolator, CurveExtrapolator timeExtrapolatorLeft, CurveExtrapolator timeExtrapolatorRight, CurveInterpolator strikeInterpolator, CurveExtrapolator strikeExtrapolatorLeft, CurveExtrapolator strikeExtrapolatorRight)	Obtains volatility term structure from a set of smile descriptions with interpolator and extrapolators fully specified.